Convergence of the Primal-Dual Active Set Strategy for Diagonally Dominant Systems.

Kazufumi Ito Karl Kunisch

Published in: SIAM J. Control. Optim. (2007)

Keyphrases

primal dual
interior point
active set
convergence rate
linear programming

linear program
interior point methods
semidefinite programming
convex optimization
algorithm for linear programming

approximation algorithms
image processing
efficient implementation
feasible solution

simplex method
worst case
dynamic programming
multiscale